Pages that link to "Item:Q4302666"
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The following pages link to Marginal Conditional Stochastic Dominance (Q4302666):
Displaying 28 items.
- Standard stochastic dominance (Q320827) (← links)
- Making inefficient market indices efficient (Q617525) (← links)
- Semi-nonparametric test of second degree stochastic dominance with respect to a function (Q737880) (← links)
- Estimating conditional tail expectation with actuarial applications in view (Q947261) (← links)
- Almost stochastic dominance and stocks for the long run (Q953451) (← links)
- Weighted risk capital allocations (Q974815) (← links)
- Gains from diversification on convex combinations: a majorization and stochastic dominance approach (Q1044121) (← links)
- On the proper bounds of the Gini correlation (Q1292440) (← links)
- Mean--Gini analysis in R\&D portfolio selection. (Q1420422) (← links)
- Portfolio optimization based on stochastic dominance and empirical likelihood (Q1668578) (← links)
- Second-order stochastic dominance constrained portfolio optimization: theory and computational tests (Q1681525) (← links)
- Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency (Q1753612) (← links)
- Higher-degree stochastic dominance optimality and efficiency (Q1753649) (← links)
- Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements (Q1761828) (← links)
- Empirical tail conditional allocation and its consistency under minimal assumptions (Q2086280) (← links)
- Portfolio diversification based on stochastic dominance under incomplete probability information (Q2184173) (← links)
- A measure of total firm performance: new insights for the corporate objective (Q2288896) (← links)
- General linear formulations of stochastic dominance criteria (Q2355950) (← links)
- Conditional value at risk and related linear programming models for portfolio optimization (Q2480247) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- CONDITIONAL STOCHASTIC DOMINANCE TESTS IN DYNAMIC SETTINGS (Q2921201) (← links)
- The zero-capital approach to portfolio enhancement and overlay management (Q4647267) (← links)
- “An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets”, Zinoviy Landsman and Michael Sherris, January 2007 (Q5019760) (← links)
- Acceptability indices of performance for bounded càdlàg processes (Q5086526) (← links)
- Index tracking with utility enhanced weighting (Q5212067) (← links)
- Strong laws for generalized absolute Lorenz curves when data are stationary and ergodic sequences (Q5313356) (← links)
- The momentum effect: omitted risk factors or investor behaviour? Evidence from the Spanish stock market (Q5440105) (← links)
- Risk aversion, prudence, and asset allocation: a review and some new developments (Q5964213) (← links)
